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Generalized Quantile Processes

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Statistical inference for the slope parameter in functional linear regression

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Strong Consistency of the PLS Criterion for Order Determination of Autoregressive Processes

JOURNAL ARTICLE published 1 June 1989 in The Annals of Statistics

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Nonparametric Estimation in Renewal Processes

JOURNAL ARTICLE published 1 September 1982 in The Annals of Statistics

Authors: Y. Vardi

On the quasi-likelihood estimation for random coefficient autoregressions

JOURNAL ARTICLE published August 2012 in Statistics

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Parameter estimation of ODE’s via nonparametric estimators

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Exact post-selection inference for the generalized lasso path

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Maximum Likelihood Estimation of Translation Parameter of Truncated Distribution II

JOURNAL ARTICLE published 1 May 1974 in The Annals of Statistics

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Distributed inference for quantile regression processes

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Authors: Stanislav Volgushev | Shih-Kang Chao | Guang Cheng

Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models

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Parameter estimation and random number generation for student Lévy processes

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Linear estimation of random processes

BOOK CHAPTER published 1978 in Statistics of Random Processes II

Authors: R. S. Liptser | A. N. Shiryayev

Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes

JOURNAL ARTICLE published December 2017 in Computational Statistics

Research funded by National Natural Science Foundation of China (11271155,11371168) | National Natural Science Foundation of China (J1310022,11571138) | National Natural Science Foundation of China (11501241,11571051) | National Natural Science Foundation of China (11301137) | National Social Science Foundation of China (16BTJ020) | Science and Technology Research Program of Education Department in Jilin Province for the 12th Five-Year Plan (440020031139) | Jilin Province Natural Science Foun- dation (20150520053JH)

Authors: Han Li | Kai Yang | Dehui Wang

Parameter Estimation and Testing of Statistical Hypotheses for Diffusion-Type Processes

BOOK CHAPTER published 2001 in Stochastic Modelling and Applied Probability

Authors: Robert S. Liptser | Albert N. Shiryaev

Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes

JOURNAL ARTICLE published 21 October 2019 in Communications in Statistics - Simulation and Computation

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Estimation and inference for precision matrices of nonstationary time series

JOURNAL ARTICLE published 1 August 2020 in The Annals of Statistics

Authors: Xiucai Ding | Zhou Zhou

A test for strict stationarity in a random coefficient autoregressive model of order 1

JOURNAL ARTICLE published October 2021 in Statistics & Probability Letters

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Sequential Estimation Through Estimating Equations in the Nuisance Parameter Case

JOURNAL ARTICLE published 1 March 1982 in The Annals of Statistics

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Meta-analysis by random effect modelling in generalized linear models

JOURNAL ARTICLE published 15 September 1999 in Statistics in Medicine

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